I recently wrote a review of our 2019 performance and published the results on our sister site Decoding Markets.
Overall, I was quite pleased with our performance with the majority of our systems making a profit. Following is a short summary of our results:
- 76% of our strategies made money in 2019
- Only 8 of our systems made a loss
- Our best performing strategy produced a net profit of 35%
- 3 trading systems produced a RAR of over 100%
- Our investing strategy ZTM returned 16%, beating the market by 6 percentage points.
- Our biggest drawdown was -48.57%
- Our smallest drawdown was -1.79%
For a more detailed analysis of these results please see the full blog post here.